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Teoriya Veroyatnostei i ee Primeneniya, 1977, Volume 22, Issue 1, Pages 179–186 (Mi tvp3173)  
This article is cited in 1 scientific paper (total in 1 paper)

Short Communications

Some limit distributions for processes with independent increments.

A. V. Pečinkin

Moscow
Full-text PDF (427 kB) Citations (1)
Abstract: Let $\xi(t)$ ($t\ge 0$; $\xi(0)=y_0>0$) be a homogeneous continuous from the left and from below process with independent increments. Put $\displaystyle\eta=\sup\{t\colon\inf_{0\le s\le t}\xi(s)>0\}$.
This paper considers the limit distribution $\mathbf P\{\xi(t)<x\mid\eta>t\}$, $t\to\infty$.
Received: 17.03.1975
English version:
Theory of Probability and its Applications, 1977, Volume 22, Issue 1, Pages 175–183
DOI: https://doi.org/10.1137/1122020
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. V. Pečinkin, “Some limit distributions for processes with independent increments.”, Teor. Veroyatnost. i Primenen., 22:1 (1977), 179–186; Theory Probab. Appl., 22:1 (1977), 175–183
Citation in format AMSBIB
\Bibitem{Pec77}
\by A.~V.~Pe{\v{c}}inkin
\paper Some limit distributions for processes with independent increments.
\jour Teor. Veroyatnost. i Primenen.
\yr 1977
\vol 22
\issue 1
\pages 179--186
\mathnet{http://mi.mathnet.ru/tvp3173}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=433611}
\zmath{https://zbmath.org/?q=an:0396.60066}
\transl
\jour Theory Probab. Appl.
\yr 1977
\vol 22
\issue 1
\pages 175--183
\crossref{https://doi.org/10.1137/1122020}
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  • https://www.mathnet.ru/eng/tvp/v22/i1/p179
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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